{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2015:AYTAIVMQRHORAH235XHHUJDQTD","short_pith_number":"pith:AYTAIVMQ","schema_version":"1.0","canonical_sha256":"062604559089dd101f5bedce7a247098d0d84042f2234d496785c6ce002c3336","source":{"kind":"arxiv","id":"1504.01022","version":1},"attestation_state":"computed","paper":{"title":"Application of Operator Splitting Methods in Finance","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Jari Toivanen, Karel in 't Hout","submitted_at":"2015-04-04T16:50:16Z","abstract_excerpt":"Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations framework. The contemporary models lead to one-dimensional or multidimensional parabolic problems of the convection-diffusion type and generalizations thereof. An overview of various operator splitting methods is presented for the efficient numerical solution of these problems.\n  Splitting schemes of the Alternating Direction Implicit (ADI) type are discussed for multidimensional problems, e.g. given by stochastic volati"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1504.01022","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-04-04T16:50:16Z","cross_cats_sorted":[],"title_canon_sha256":"47a790086bc945ecbc83325360024d03c29eb94af0071cd4dd00e449b048c33f","abstract_canon_sha256":"781fdbf160180febfe6aec8231868a478534a05cb506b5ee7577a99422f5cf36"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:19:35.344216Z","signature_b64":"syFNfrzYLV0YEMZ3U2KzccOlBOVqHwBJJHLMfvh6bpvI/igwnrMeSZqkE/wE7EzA7RsUKqqiW+llL4z8NrWABg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"062604559089dd101f5bedce7a247098d0d84042f2234d496785c6ce002c3336","last_reissued_at":"2026-05-18T02:19:35.343558Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:19:35.343558Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Application of Operator Splitting Methods in Finance","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Jari Toivanen, Karel in 't Hout","submitted_at":"2015-04-04T16:50:16Z","abstract_excerpt":"Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations framework. The contemporary models lead to one-dimensional or multidimensional parabolic problems of the convection-diffusion type and generalizations thereof. An overview of various operator splitting methods is presented for the efficient numerical solution of these problems.\n  Splitting schemes of the Alternating Direction Implicit (ADI) type are discussed for multidimensional problems, e.g. given by stochastic volati"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1504.01022","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1504.01022","created_at":"2026-05-18T02:19:35.343661+00:00"},{"alias_kind":"arxiv_version","alias_value":"1504.01022v1","created_at":"2026-05-18T02:19:35.343661+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1504.01022","created_at":"2026-05-18T02:19:35.343661+00:00"},{"alias_kind":"pith_short_12","alias_value":"AYTAIVMQRHOR","created_at":"2026-05-18T12:29:14.074870+00:00"},{"alias_kind":"pith_short_16","alias_value":"AYTAIVMQRHORAH23","created_at":"2026-05-18T12:29:14.074870+00:00"},{"alias_kind":"pith_short_8","alias_value":"AYTAIVMQ","created_at":"2026-05-18T12:29:14.074870+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD","json":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD.json","graph_json":"https://pith.science/api/pith-number/AYTAIVMQRHORAH235XHHUJDQTD/graph.json","events_json":"https://pith.science/api/pith-number/AYTAIVMQRHORAH235XHHUJDQTD/events.json","paper":"https://pith.science/paper/AYTAIVMQ"},"agent_actions":{"view_html":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD","download_json":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD.json","view_paper":"https://pith.science/paper/AYTAIVMQ","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1504.01022&json=true","fetch_graph":"https://pith.science/api/pith-number/AYTAIVMQRHORAH235XHHUJDQTD/graph.json","fetch_events":"https://pith.science/api/pith-number/AYTAIVMQRHORAH235XHHUJDQTD/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD/action/timestamp_anchor","attest_storage":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD/action/storage_attestation","attest_author":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD/action/author_attestation","sign_citation":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD/action/citation_signature","submit_replication":"https://pith.science/pith/AYTAIVMQRHORAH235XHHUJDQTD/action/replication_record"}},"created_at":"2026-05-18T02:19:35.343661+00:00","updated_at":"2026-05-18T02:19:35.343661+00:00"}